#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL;
using Cephei.QL.Indexes;
namespace Cephei.QL.Instruments
{
     // <summary> 
	// ! Overnight indexed swap: fix vs compounded overnight rate
	// </summary>
    [Guid ("93722ADB-D9AF-4c94-9BC0-C56F92822613"),ComVisible(true)]
	public interface IOvernightIndexedSwap : Cephei.QL.Instruments.ISwap
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double FairRate {get;}
        
		 Double FairSpread {get;}
        
		 Cephei.QL.Times.IDayCounter FixedDayCount {get;}
        
		 Cephei.IVector<Cephei.QL.ICashFlow> FixedLeg {get;}
        
		 Double FixedLegBPS {get;}
        
		 Double FixedLegNPV {get;}
        
		 Double FixedRate {get;}
        
		 Double Nominal {get;}
        // <summary> 
		// ASC091131 Added missing functions
		// </summary>
		 Cephei.QL.Indexes.IOvernightIndex OvernightIndex {get;}
        
		 Cephei.IVector<Cephei.QL.ICashFlow> OvernightLeg {get;}
        
		 Double OvernightLegBPS {get;}
        
		 Double OvernightLegNPV {get;}
        
		 QL.Times.FrequencyEnum PaymentFrequency {get;}
        
		 Double Spread {get;}
        
		 QL.Instruments.OvernightIndexedSwap.TypeEnum Type {get;}
    }

    // <summary> 
	// ! Overnight indexed swap: fix vs compounded overnight rate Factory
	// </summary>
   	[ComVisible(true)]
    public interface IOvernightIndexedSwap_Factory // : Collection_Factory<IOvernightIndexedSwap, ICell<IOvernightIndexedSwap>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IOvernightIndexedSwap Create (QL.Instruments.OvernightIndexedSwap.TypeEnum type, Double nominal, Cephei.QL.Times.ISchedule schedule, Double fixedRate, Cephei.QL.Times.IDayCounter fixedDC, Cephei.QL.Indexes.IOvernightIndex overnightIndex, Microsoft.FSharp.Core.FSharpOption<Double> spread, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

